Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49405.97 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 0.0 Kr¶

PnL: ---------------------------------------> 0.0 Kr¶

DD now: ---------------------------------> -5.121 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-05-11 09:30:53.297413'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.216 %¶

Total¶

Return: 61.742 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Fagerhult 54 -0.450000 3591.000000 203.000000 5.990000 3388.000014
Calliditas Therapeutics 25 0.700000 3225.000000 16.670000 0.520000 3208.333325
Essity A 8 -0.960000 2468.000000 14.000000 0.570000 2454.000000
Beijer Ref B 7 -1.260000 1153.600000 -118.400000 -9.310000 1272.000002
Systemair 45 -0.230000 3924.000000 -145.000000 -3.560000 4068.999990
TOTAL 14361.600000 -29.730000 -4.91539% 14391.333331

Updated:¶

'2023-05-08 09:54:13.599363'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶